| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,219.75 |
19,188.25 |
-31.50 |
-0.2% |
20,023.00 |
| High |
19,341.75 |
19,378.50 |
36.75 |
0.2% |
20,078.75 |
| Low |
19,053.25 |
19,055.50 |
2.25 |
0.0% |
19,370.00 |
| Close |
19,189.50 |
19,190.75 |
1.25 |
0.0% |
19,859.00 |
| Range |
288.50 |
323.00 |
34.50 |
12.0% |
708.75 |
| ATR |
422.20 |
415.11 |
-7.09 |
-1.7% |
0.00 |
| Volume |
6,393 |
5,850 |
-543 |
-8.5% |
10,807 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,177.25 |
20,007.00 |
19,368.50 |
|
| R3 |
19,854.25 |
19,684.00 |
19,279.50 |
|
| R2 |
19,531.25 |
19,531.25 |
19,250.00 |
|
| R1 |
19,361.00 |
19,361.00 |
19,220.25 |
19,446.00 |
| PP |
19,208.25 |
19,208.25 |
19,208.25 |
19,250.75 |
| S1 |
19,038.00 |
19,038.00 |
19,161.25 |
19,123.00 |
| S2 |
18,885.25 |
18,885.25 |
19,131.50 |
|
| S3 |
18,562.25 |
18,715.00 |
19,102.00 |
|
| S4 |
18,239.25 |
18,392.00 |
19,013.00 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,895.50 |
21,586.00 |
20,248.75 |
|
| R3 |
21,186.75 |
20,877.25 |
20,054.00 |
|
| R2 |
20,478.00 |
20,478.00 |
19,989.00 |
|
| R1 |
20,168.50 |
20,168.50 |
19,924.00 |
19,969.00 |
| PP |
19,769.25 |
19,769.25 |
19,769.25 |
19,669.50 |
| S1 |
19,459.75 |
19,459.75 |
19,794.00 |
19,260.00 |
| S2 |
19,060.50 |
19,060.50 |
19,729.00 |
|
| S3 |
18,351.75 |
18,751.00 |
19,664.00 |
|
| S4 |
17,643.00 |
18,042.25 |
19,469.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,927.00 |
19,053.25 |
873.75 |
4.6% |
441.25 |
2.3% |
16% |
False |
False |
4,403 |
| 10 |
20,260.25 |
19,053.25 |
1,207.00 |
6.3% |
405.00 |
2.1% |
11% |
False |
False |
3,085 |
| 20 |
20,260.25 |
17,953.25 |
2,307.00 |
12.0% |
384.75 |
2.0% |
54% |
False |
False |
2,243 |
| 40 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
451.25 |
2.4% |
44% |
False |
False |
2,237 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
383.75 |
2.0% |
44% |
False |
False |
1,716 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
340.00 |
1.8% |
44% |
False |
False |
1,302 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
327.75 |
1.7% |
44% |
False |
False |
1,049 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.2% |
311.00 |
1.6% |
44% |
False |
False |
878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,751.25 |
|
2.618 |
20,224.00 |
|
1.618 |
19,901.00 |
|
1.000 |
19,701.50 |
|
0.618 |
19,578.00 |
|
HIGH |
19,378.50 |
|
0.618 |
19,255.00 |
|
0.500 |
19,217.00 |
|
0.382 |
19,179.00 |
|
LOW |
19,055.50 |
|
0.618 |
18,856.00 |
|
1.000 |
18,732.50 |
|
1.618 |
18,533.00 |
|
2.618 |
18,210.00 |
|
4.250 |
17,682.75 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,217.00 |
19,486.25 |
| PP |
19,208.25 |
19,387.75 |
| S1 |
19,199.50 |
19,289.25 |
|